Stood in the sweeping rain, Wigan's small collection of supporters held aloft a banner that read "Believe". It was the same rousing message that had carried their side into the FA Cup final, where hope turned into triumph and the securing of a first major trophy for their 81-year-old club. On Tuesday night, though, there was to be no repeat, and an incredible high was replaced by a crushing low. After eight seasons keeping their heads above the Premier League waterline, Wigan have sunk.

Relegation has, in truth, seemed inevitable ever since their pre-Wembley capitulation against Swansea, and Roberto Martínez's men arrived at a north London arena for the second time in four days, but this time requiring a victory to stand any realistic chance of surviving. They were defeated, however, and now head into Sunday's match against Aston Villa, which had the potential to be a blockbuster of a last-day relegation battle, as unwanted history makers: the first FA Cup winners to lose their top-flight status in the same season.

Hard as it was, there was pride for Wigan to take from this humbling experience. Unchanged from the side that shocked Manchester City, they played for large parts with the same assurance, with Shaun Maloney, who assisted Ben Watson's winner at Wembley, scoring himself with an excellent free-kick.

The home fans cried in outrage when the Scot fell under Mikel Arteta's challenge just before half-time, with the volume rising after the same player arrowed the resulting set-piece past Wojciech Szczesny. The goal was reward for a spell of domination by Martínez's men but the problem for them was that Arsenal had already scored themselves.

It was an easy finish for Lukas Podolski, who found himself in space to head in Santi Cazorla's 11th-minute corner after his marker, James McArthur, made the curious decision to retreat on to his goalline. It is defending like that which explains why Wigan have conceded the most goals in the Premier League and, ultimately, are heading for the Championship.

Three more goals were shipped after the interval and on each occasion the visitors showed a level of compliance which was not on show at Wembley, when they resisted City with defiance and poise. Theo Walcott's goal on 63 minutes and Aaron Ramsey's eight minutes later came after Arsenal exposed the space out wide that Wigan's 3-4-1-2 formation affords, with the goal in between, Podolski's second, revealing Wigan's inability to halt threats through the middle. Podolski was unmarked as Cazorla headed into his path.

The capitulation was particularly hard for Wigan to take given they had started the second-half impressively, hogging possession and territory and almost scoring through Arouna Koné's 48th minute strike, which Szczesny saved well at his near post.

Who knows how different the outcome would have been had Koné scored, or had Callum McManaman performed like he did in the Cup final. The 22-year-old struggled to make a mark, which was perhaps understandable given his weekend exertions. He departed on a stretcher just before the hour with a twisted ankle which Martínez said could keep him out of action for a "matter of weeks or months". The timing of the injury is particularly cruel given that McManaman has just had been selected by England for the European Under-21 Championship in Israel from 5 June.

That completed a painful night for Wigan and the question now is what happens next. Dave Whelan, the club's chairman, said he would swap the FA Cup for staying in the Premier League, which is no surprise given that relegation denies the club a share of the Premier League's new £3bn television deal. Parachute payments of £60m over the next four seasons will soften the blow but Whelan must also contend with the possible departure of a manager he adores. Roberto Martínez has been linked with the vacancy at Everton and although he declined the opportunity to speak about his future, the Spaniard is unlikely to turn down the opportunity should it arise. Joining him out of the exit door could be Maloney, McManaman and Koné, all of whom have shone this season.

So Wigan return to the second tier, albeit having secured Europa League football as a sideline. That, at least, is something to cherish for a club who were playing in the Northern Premier League as recently as 1968.